Air pollution leads to higher transmission rates of some infectious diseases whose pathogens may be borne by particulate matter. This is a source of concern for public health in countries where wood fuel is the main source of cooking energy because wood combustion emits high levels of fine particulate matter (PM$_2._5$). This paper identifies the effect of individual exposure to PM$_2._5$ on the probability of being infected by the SARS-CoV-2 virus during the first peak of the COVID-19 epidemic in Burkina Faso. We instrument for exposure to PM$_2._5$ using a distance weighted average of wood consumption among households in the neighborhood of the individual of interest. We find that 12% of adults tested positive to SARS-CoV-2 antibodies in our study area in June 2021. Exposure to PM$_2._5$ from wood fuel combustion significantly increases the risk of COVID-19. At the estimated mean 24-hour exposure of 219 µg/m$^3$, our results predict a 7.6 percentage points increase in the probability of contracting the virus compared to a scenario without pollution. Converting households from wood to less polluting sources of energy may have benefits in terms of reduced coronavirus transmission.